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time: t = 1,...,T cross-section: i = 1,...,N A time series first order var would look like this: y(t) = a1 + b11y(t-1) + b12x(t-1) + c1(t) x(t) = a2 + b21y(t-1) + b22x(t-1) + c2(t) The coefficients a1, b11 etc. would be estimated by using OLS for the y(t)-equation and the x(t)-equation. A panel firs...

Hi Gareth

Thanks a lot for the quick answer!

I still haven't figured out how Eviews can display one coefficient per variable (and time lag) in the var/vecm. How can Eviews consider stacked data as a time series of one country (e.g.)?

Hi everybody I'm using Eviews 7.2 and a stacked panel dataset. How does Eviews estimate the coefficients of the var/vecm model in a panel setting? Is the var/vecm estimated for each cross-section-entity separately and afterwards the coefficients are averaged? I don't need to know the exact formulas,...

Hi Glenn

Thanks a lot for the quick answer! Well, my matrix algebra could be better...

Hi everybody I'm using Eviews 7.2. I'm more of a practical econometrician and not that proficient in the technical background. My sample: N (202) > T (19). Notation: i = 1,...,N (cross section), t=1,...,T (time) I'm doing a panel least squares estimation and I'm using the White period coefficient co...